Wakefield Asset Management LLLP Quant / Systematic

CIK: 0001600435 · Show all filings

Period: Q3 2021 (← Previous) (Next →)

Filing Date: Nov 12, 2021

Total Value ($000): $265,541 (100.0% shares, 0.0% debt)

Holdings (157)

EFV ISHARES TR 5.4%
Value ($000) $14,442 Shares 284,018 Est. Cost $44.19 Unrealized
EFG ISHARES TR 5.4%
Value ($000) $14,332 Shares 134,615 Est. Cost $81.38 Unrealized
PROSHARES TR 3.0%
Value ($000) $7,858 Shares 644,635 Est. Cost $14.43 Unrealized
IEMG ISHARES INC 2.7%
Value ($000) $7,255 Shares 117,474 Est. Cost $47.84 Unrealized
SCHZ SCHWAB STRATEGIC TR 2.3%
Value ($000) $6,117 Shares 112,739 Est. Cost $51.95 Unrealized
VOO VANGUARD INDEX FDS 2.1%
Value ($000) $5,645 Shares 14,312 Est. Cost $289.68 Unrealized
WESTERN AST INFL LKD OPP & I 1.9%
Value ($000) $5,077 Shares 382,032 Est. Cost $11.05 Unrealized
WESTERN ASST INFLTN LKD INM 1.9%
Value ($000) $4,942 Shares 358,645 Est. Cost $12.70 Unrealized
IWD ISHARES TR 1.5%
Value ($000) $3,995 Shares 25,523 Est. Cost $137.40 Unrealized
SCHE SCHWAB STRATEGIC TR 1.5%
Value ($000) $3,948 Shares 129,518 Est. Cost $25.58 Unrealized
DVN DEVON ENERGY CORP NEW 1.4%
Value ($000) $3,694 Shares 104,036 Est. Cost $11.66 Unrealized +93.2%
JMST J P MORGAN EXCHANGE-TRADED F 1.4%
Value ($000) $3,606 Shares 70,611 Est. Cost $51.04 Unrealized
EOG EOG RES INC 1.3%
Value ($000) $3,440 Shares 42,859 Est. Cost $44.80 Unrealized +31.3%
EXR EXTRA SPACE STORAGE INC 1.3%
Value ($000) $3,368 Shares 20,051 Est. Cost $83.15 Unrealized +78.3%
IEFA ISHARES TR 1.2%
Value ($000) $3,240 Shares 43,633 Est. Cost $58.36 Unrealized
WST WEST PHARMACEUTICAL SVSC INC 1.2%
Value ($000) $3,206 Shares 7,551 Est. Cost $327.66 Unrealized +27.3%
EWC ISHARES INC 1.2%
Value ($000) $3,182 Shares 87,658 Est. Cost $27.02 Unrealized
LULU LULULEMON ATHLETICA INC 1.2%
Value ($000) $3,142 Shares 7,764 Est. Cost $345.30 Unrealized +16.0%
CNH CNH INDL N V 1.2%
Value ($000) $3,124 Shares 188,106 Est. Cost $7.85 Unrealized +64.5%
CBRE CBRE GROUP INC 1.1%
Value ($000) $3,040 Shares 31,226 Est. Cost $71.27 Unrealized +30.4%
CMA COMERICA INC 1.1%
Value ($000) $2,991 Shares 37,153 Est. Cost $30.31 Unrealized +92.6%
MET METLIFE INC 1.1%
Value ($000) $2,928 Shares 47,426 Est. Cost $52.72 Unrealized 0.0%
HCA HCA HEALTHCARE INC 1.1%
Value ($000) $2,917 Shares 12,018 Est. Cost $196.71 Unrealized +19.6%
RHI ROBERT HALF INTL INC 1.1%
Value ($000) $2,865 Shares 28,551 Est. Cost $73.01 Unrealized +34.1%
CNP CENTERPOINT ENERGY INC 1.1%
Value ($000) $2,858 Shares 116,168 Est. Cost $18.89 Unrealized +21.0%
DTE DTE ENERGY CO 1.1%
Value ($000) $2,831 Shares 25,344 Est. Cost $86.41 Unrealized +17.2%
ADM ARCHER DANIELS MIDLAND CO 1.0%
Value ($000) $2,769 Shares 46,143 Est. Cost $42.98 Unrealized +23.2%
TXT TEXTRON INC 1.0%
Value ($000) $2,744 Shares 39,313 Est. Cost $42.59 Unrealized +64.2%
QSR RESTAURANT BRANDS INTL INC 1.0%
Value ($000) $2,743 Shares 44,831 Est. Cost $64.06 Unrealized 0.0%
HBAN HUNTINGTON BANCSHARES INC 1.0%
Value ($000) $2,713 Shares 175,515 Est. Cost $9.08 Unrealized +32.7%
NVDA NVIDIA CORPORATION 1.0%
Value ($000) $2,700 Shares 13,035 Est. Cost $15.81 Unrealized +31.0%
GLD SPDR GOLD TR 1.0%
Value ($000) $2,696 Shares 16,418 Est. Cost $163.48 Unrealized
AMAT APPLIED MATLS INC 1.0%
Value ($000) $2,685 Shares 20,856 Est. Cost $106.37 Unrealized +22.8%
RVTY PERKINELMER INC 1.0%
Value ($000) $2,668 Shares 15,397 Est. Cost $132.51 Unrealized +31.7%
CFG CITIZENS FINL GROUP INC 1.0%
Value ($000) $2,600 Shares 55,339 Est. Cost $33.94 Unrealized +7.3%
UPS UNITED PARCEL SERVICE INC 1.0%
Value ($000) $2,570 Shares 14,114 Est. Cost $117.98 Unrealized +37.9%
DOW DOW INC 0.9%
Value ($000) $2,517 Shares 43,723 Est. Cost $45.84 Unrealized +4.3%
ACTIVISION BLIZZARD INC 0.9%
Value ($000) $2,488 Shares 32,147 Est. Cost $76.21 Unrealized
ABBV ABBVIE INC 0.9%
Value ($000) $2,488 Shares 23,068 Est. Cost $67.73 Unrealized +43.5%
DELAWARE INVTS COLO MUN INCO 0.9%
Value ($000) $2,366 Shares 160,852 Est. Cost $14.23 Unrealized
WSM WILLIAMS SONOMA INC 0.9%
Value ($000) $2,341 Shares 13,199 Est. Cost $62.08 Unrealized +25.2%
AMLP ALPS ETF TR 0.8%
Value ($000) $2,108 Shares 63,234 Est. Cost $25.28 Unrealized
AGCO AGCO CORP 0.8%
Value ($000) $2,070 Shares 16,897 Est. Cost $120.10 Unrealized -5.8%
GSEW GOLDMAN SACHS ETF TR 0.8%
Value ($000) $1,994 Shares 29,834 Est. Cost $58.06 Unrealized
NWL NEWELL BRANDS INC 0.7%
Value ($000) $1,935 Shares 87,407 Est. Cost $22.38 Unrealized -6.4%
FEDERATED HERMES PREM MUNI I 0.7%
Value ($000) $1,932 Shares 126,166 Est. Cost $13.48 Unrealized
ALLIANCEBERNSTEIN NATL MUN I 0.7%
Value ($000) $1,929 Shares 129,120 Est. Cost $12.56 Unrealized
CVX CHEVRON CORP NEW 0.7%
Value ($000) $1,899 Shares 18,718 Est. Cost $75.95 Unrealized +9.7%
BLACKROCK MUNIYILD QULT FD I 0.7%
Value ($000) $1,829 Shares 112,891 Est. Cost $16.75 Unrealized
BLACKROCK MUNIHOLDINGS FD IN 0.7%
Value ($000) $1,817 Shares 111,020 Est. Cost $16.02 Unrealized
DELAWARE INVTS NATL MUN INCO 0.7%
Value ($000) $1,792 Shares 127,115 Est. Cost $12.49 Unrealized
DWS MUN INCOME TR 0.7%
Value ($000) $1,777 Shares 149,350 Est. Cost $10.67 Unrealized
XPMAX PIONEER MUNICIPAL HIGH INCOM 0.7%
Value ($000) $1,734 Shares 149,524 Est. Cost $10.73 Unrealized
HPE HEWLETT PACKARD ENTERPRISE C 0.6%
Value ($000) $1,712 Shares 120,149 Est. Cost $12.10 Unrealized +4.8%
PFE PFIZER INC 0.6%
Value ($000) $1,686 Shares 39,190 Est. Cost $31.23 Unrealized +14.2%
SNPS SYNOPSYS INC 0.6%
Value ($000) $1,577 Shares 5,267 Est. Cost $97.17 Unrealized +212.4%
INTERPUBLIC GROUP COS INC 0.6%
Value ($000) $1,571 Shares 42,846 Est. Cost $27.60 Unrealized +9.9%
DGX QUEST DIAGNOSTICS INC 0.6%
Value ($000) $1,569 Shares 10,801 Est. Cost $95.20 Unrealized +41.3%
CRM SALESFORCE COM INC 0.6%
Value ($000) $1,549 Shares 5,712 Est. Cost $227.70 Unrealized +10.2%
IWM ISHARES TR 0.6%
Value ($000) $1,532 Shares 7,002 Est. Cost $120.64 Unrealized
QQQ INVESCO QQQ TR 0.6%
Value ($000) $1,494 Shares 4,174 Est. Cost $195.07 Unrealized
VTWO VANGUARD SCOTTSDALE FDS 0.6%
Value ($000) $1,494 Shares 16,900 Est. Cost $104.18 Unrealized
PKG PACKAGING CORP AMER 0.6%
Value ($000) $1,465 Shares 10,658 Est. Cost $124.77 Unrealized 0.0%
SLV ISHARES SILVER TR 0.5%
Value ($000) $1,365 Shares 66,514 Est. Cost $23.61 Unrealized
TT TRANE TECHNOLOGIES PLC 0.5%
Value ($000) $1,361 Shares 7,882 Est. Cost $145.48 Unrealized +25.1%
GEN NORTONLIFELOCK INC 0.5%
Value ($000) $1,261 Shares 49,860 Est. Cost $15.69 Unrealized +51.3%
LAM RESEARCH CORP 0.4%
Value ($000) $1,174 Shares 2,063 Est. Cost $645.80 Unrealized
MTDR MATADOR RES CO 0.4%
Value ($000) $1,165 Shares 30,630 Est. Cost $9.77 Unrealized +213.9%
CALLON PETE CO DEL 0.4%
Value ($000) $1,150 Shares 23,421 Est. Cost $39.94 Unrealized
EATON VANCE MUN BD FD 0.4%
Value ($000) $1,127 Shares 84,244 Est. Cost $12.04 Unrealized
WFC WELLS FARGO CO NEW 0.4%
Value ($000) $1,058 Shares 22,794 Est. Cost $33.43 Unrealized +24.4%
EXLS EXLSERVICE HOLDINGS INC 0.4%
Value ($000) $1,056 Shares 8,577 Est. Cost $17.06 Unrealized +36.8%
BOOT BOOT BARN HLDGS INC 0.4%
Value ($000) $1,041 Shares 11,716 Est. Cost $58.69 Unrealized +46.8%
WHITING PETE CORP NEW 0.4%
Value ($000) $1,013 Shares 17,345 Est. Cost $58.40 Unrealized
PBH PRESTIGE CONSMR HEALTHCARE I 0.4%
Value ($000) $960 Shares 17,105 Est. Cost $40.74 Unrealized +34.8%
VRTS VIRTUS INVT PARTNERS INC 0.4%
Value ($000) $958 Shares 3,087 Est. Cost $90.59 Unrealized +175.5%
MC MOELIS & CO 0.4%
Value ($000) $955 Shares 15,438 Est. Cost $28.28 Unrealized +65.4%
BLACKROCK MUNIHLDS INVSTM QL 0.4%
Value ($000) $944 Shares 65,037 Est. Cost $13.39 Unrealized
NUVEEN AMT-FREE MUN VALUE FD 0.4%
Value ($000) $942 Shares 55,236 Est. Cost $15.71 Unrealized
XMUIX BLACKROCK MUNICIPAL INCOME 0.3%
Value ($000) $926 Shares 60,882 Est. Cost $13.24 Unrealized
CUBI CUSTOMERS BANCORP INC 0.3%
Value ($000) $924 Shares 21,486 Est. Cost $36.00 Unrealized +8.1%
KFRC KFORCE INC 0.3%
Value ($000) $917 Shares 15,377 Est. Cost $32.01 Unrealized +88.3%
XVMMX DELAWARE INVTS MINN MUN INCO 0.3%
Value ($000) $916 Shares 64,631 Est. Cost $13.02 Unrealized
SPX FLOW INC 0.3%
Value ($000) $911 Shares 12,461 Est. Cost $42.81 Unrealized
VISTA OUTDOOR INC 0.3%
Value ($000) $906 Shares 22,467 Est. Cost $20.19 Unrealized
C CITIGROUP INC 0.3%
Value ($000) $887 Shares 12,634 Est. Cost $39.59 Unrealized +50.7%
VVV VALVOLINE INC 0.3%
Value ($000) $886 Shares 28,423 Est. Cost $16.97 Unrealized +82.8%
TECHTARGET INC 0.3%
Value ($000) $859 Shares 10,422 Est. Cost $82.42 Unrealized
SHO SUNSTONE HOTEL INVS INC NEW 0.3%
Value ($000) $856 Shares 71,688 Est. Cost $11.94 Unrealized
THC TENET HEALTHCARE CORP 0.3%
Value ($000) $847 Shares 12,743 Est. Cost $32.27 Unrealized +119.8%
MMSI MERIT MED SYS INC 0.3%
Value ($000) $821 Shares 11,441 Est. Cost $51.61 Unrealized +31.5%
MYRG MYR GROUP INC DEL 0.3%
Value ($000) $817 Shares 8,207 Est. Cost $63.27 Unrealized +55.5%
FBNC FIRST BANCORP N C 0.3%
Value ($000) $816 Shares 18,966 Est. Cost $25.81 Unrealized +42.3%
ALRS ALERUS FINL CORP 0.3%
Value ($000) $812 Shares 27,182 Est. Cost $26.56 Unrealized -7.6%
LMAT LEMAITRE VASCULAR INC 0.3%
Value ($000) $809 Shares 15,231 Est. Cost $34.07 Unrealized +58.6%
ESI ELEMENT SOLUTIONS INC 0.3%
Value ($000) $807 Shares 37,201 Est. Cost $10.21 Unrealized +110.1%
SYNA SYNAPTICS INC 0.3%
Value ($000) $804 Shares 4,472 Est. Cost $52.80 Unrealized +218.5%
MXL MAXLINEAR INC 0.3%
Value ($000) $792 Shares 16,072 Est. Cost $37.29 Unrealized +29.7%
BANR BANNER CORP 0.3%
Value ($000) $791 Shares 14,336 Est. Cost $46.18 Unrealized 0.0%
CIVB CIVISTA BANCSHARES INC 0.3%
Value ($000) $789 Shares 33,982 Est. Cost $17.14 Unrealized +15.7%
ARCB ARCBEST CORP 0.3%
Value ($000) $765 Shares 9,357 Est. Cost $30.25 Unrealized +113.0%
EXTR EXTREME NETWORKS INC 0.3%
Value ($000) $756 Shares 76,709 Est. Cost $8.71 Unrealized +21.1%
BLMN BLOOMIN BRANDS INC 0.3%
Value ($000) $755 Shares 30,204 Est. Cost $21.84 Unrealized 0.0%
CCS CENTURY CMNTYS INC 0.3%
Value ($000) $754 Shares 12,276 Est. Cost $50.98 Unrealized +22.2%
UPBD RENT A CTR INC NEW 0.3%
Value ($000) $748 Shares 13,306 Est. Cost $29.57 Unrealized +99.0%
PLXS PLEXUS CORP 0.3%
Value ($000) $744 Shares 8,318 Est. Cost $93.75 Unrealized -5.1%
NPO ENPRO INDS INC 0.3%
Value ($000) $744 Shares 8,538 Est. Cost $81.64 Unrealized +7.5%
ORGO ORGANOGENESIS HLDGS INC 0.3%
Value ($000) $742 Shares 52,130 Est. Cost $18.64 Unrealized -16.7%
PATK PATRICK INDS INC 0.3%
Value ($000) $740 Shares 8,880 Est. Cost $27.19 Unrealized +80.2%
SFM SPROUTS FMRS MKT INC 0.3%
Value ($000) $728 Shares 31,399 Est. Cost $18.45 Unrealized +32.0%
NAVI NAVIENT CORPORATION 0.3%
Value ($000) $723 Shares 36,670 Est. Cost $8.20 Unrealized +161.6%
BKU BANKUNITED INC 0.3%
Value ($000) $697 Shares 16,664 Est. Cost $17.71 Unrealized +98.4%
EPC EDGEWELL PERS CARE CO 0.3%
Value ($000) $696 Shares 19,164 Est. Cost $37.98 Unrealized 0.0%
TNC TENNANT CO 0.3%
Value ($000) $695 Shares 9,397 Est. Cost $76.69 Unrealized -7.9%
CYH COMMUNITY HEALTH SYS INC NEW 0.3%
Value ($000) $691 Shares 59,025 Est. Cost $13.59 Unrealized -4.0%
HERSHA HOSPITALITY TR 0.3%
Value ($000) $668 Shares 71,571 Est. Cost $10.76 Unrealized
SL GREEN RLTY CORP 0.3%
Value ($000) $666 Shares 9,399 Est. Cost $73.61 Unrealized
SCHH SCHWAB STRATEGIC TR 0.2%
Value ($000) $661 Shares 14,462 Est. Cost $38.22 Unrealized
EWY ISHARES INC 0.2%
Value ($000) $652 Shares 8,083 Est. Cost $60.69 Unrealized
VNO VORNADO RLTY TR 0.2%
Value ($000) $651 Shares 15,492 Est. Cost $45.89 Unrealized
XNCR XENCOR INC 0.2%
Value ($000) $635 Shares 19,448 Est. Cost $39.65 Unrealized -17.2%
DCH AMERICAN AXLE & MFG HLDGS IN 0.2%
Value ($000) $629 Shares 71,440 Est. Cost $7.52 Unrealized +21.8%
BAC BK OF AMERICA CORP 0.2%
Value ($000) $628 Shares 14,798 Est. Cost $24.91 Unrealized +44.9%
PLCE CHILDRENS PL INC NEW 0.2%
Value ($000) $623 Shares 8,275 Est. Cost $88.67 Unrealized 0.0%
CMBM CAMBIUM NETWORKS CORP 0.2%
Value ($000) $603 Shares 16,671 Est. Cost $39.64 Unrealized -0.3%
UCTT ULTRA CLEAN HLDGS INC 0.2%
Value ($000) $603 Shares 14,145 Est. Cost $46.05 Unrealized +2.4%
NUVEEN MUN INCOME FD INC 0.2%
Value ($000) $600 Shares 49,966 Est. Cost $10.90 Unrealized
ACH OWENS & MINOR INC NEW 0.2%
Value ($000) $594 Shares 18,984 Est. Cost $39.35 Unrealized 0.0%
DWS STRATEGIC MUN INCOME TR 0.2%
Value ($000) $590 Shares 48,034 Est. Cost $10.74 Unrealized
HEARTLAND FINL USA INC 0.2%
Value ($000) $586 Shares 12,190 Est. Cost $30.26 Unrealized
NUVEEN SELECT MAT MUN FD 0.2%
Value ($000) $581 Shares 53,476 Est. Cost $10.36 Unrealized
CMCSA COMCAST CORP NEW 0.2%
Value ($000) $485 Shares 8,680 Est. Cost $51.39 Unrealized 0.0%
USHY ISHARES TR 0.2%
Value ($000) $456 Shares 10,999 Est. Cost $38.60 Unrealized
AAPL APPLE INC 0.2%
Value ($000) $426 Shares 3,013 Est. Cost $98.67 Unrealized +45.8%
MUB ISHARES TR 0.1%
Value ($000) $382 Shares 3,290 Est. Cost $113.61 Unrealized
T AT&T INC 0.1%
Value ($000) $354 Shares 13,121 Est. Cost $16.07 Unrealized 0.0%
LBRDK LIBERTY BROADBAND CORP 0.1%
Value ($000) $330 Shares 1,910 Est. Cost $168.67 Unrealized 0.0%
GRMN GARMIN LTD 0.1%
Value ($000) $301 Shares 1,939 Est. Cost $88.79 Unrealized +66.0%
FITB FIFTH THIRD BANCORP 0.1%
Value ($000) $298 Shares 7,015 Est. Cost $20.77 Unrealized +55.5%
ETN EATON CORP PLC 0.1%
Value ($000) $285 Shares 1,906 Est. Cost $118.94 Unrealized +25.5%
AMP AMERIPRISE FINL INC 0.1%
Value ($000) $279 Shares 1,058 Est. Cost $116.82 Unrealized +109.9%
TXN TEXAS INSTRS INC 0.1%
Value ($000) $277 Shares 1,443 Est. Cost $116.84 Unrealized +43.8%
PM PHILIP MORRIS INTL INC 0.1%
Value ($000) $263 Shares 2,773 Est. Cost $66.81 Unrealized +21.3%
RTX RAYTHEON TECHNOLOGIES CORP 0.1%
Value ($000) $262 Shares 3,053 Est. Cost $77.40 Unrealized 0.0%
SNA SNAP ON INC 0.1%
Value ($000) $261 Shares 1,251 Est. Cost $146.41 Unrealized +35.0%
AVGO BROADCOM INC 0.1%
Value ($000) $260 Shares 537 Est. Cost $24.52 Unrealized +81.4%
LIBERTY MEDIA CORP DEL 0.1%
Value ($000) $259 Shares 5,448 Est. Cost $47.54 Unrealized
VZ VERIZON COMMUNICATIONS INC 0.1%
Value ($000) $256 Shares 4,744 Est. Cost $42.32 Unrealized 0.0%
CVS CVS HEALTH CORP 0.1%
Value ($000) $254 Shares 2,997 Est. Cost $70.48 Unrealized +2.9%
TROW PRICE T ROWE GROUP INC 0.1%
Value ($000) $253 Shares 1,285 Est. Cost $90.13 Unrealized +93.0%
WHR WHIRLPOOL CORP 0.1%
Value ($000) $247 Shares 1,210 Est. Cost $191.55 Unrealized +14.5%
MSFT MICROSOFT CORP 0.1%
Value ($000) $244 Shares 865 Est. Cost $280.73 Unrealized 0.0%
BROOKFIELD ASSET MGMT INC 0.1%
Value ($000) $238 Shares 4,447 Est. Cost $51.05 Unrealized
KHC KRAFT HEINZ CO 0.1%
Value ($000) $235 Shares 6,372 Est. Cost $23.07 Unrealized +32.3%
WSO WATSCO INC 0.1%
Value ($000) $232 Shares 877 Est. Cost $286.30 Unrealized -2.1%
BHC BAUSCH HEALTH COS INC 0.1%
Value ($000) $223 Shares 8,000 Est. Cost $29.33 Unrealized -3.3%
MPT MEDICAL PPTYS TRUST INC 0.1%
Value ($000) $214 Shares 10,683 Est. Cost $21.79 Unrealized